\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.307&       0.697&       2.765&       0.387&      -1.348&       1.252&       0.976&       0.356&       0.456\\
                &     (0.419)&     (1.101)&     (0.784)&     (0.816)&     (8.069)&     (1.314)&     (0.674)&     (1.371)&     (0.554)\\
[1em]
Fwd. CIP Ret. PC1&     -0.0576&     -0.0361&     -0.0517&     -0.0776&     -0.0399&     -0.0853&      0.0395&      -0.152&     -0.0477\\
                &    (0.0341)&    (0.0623)&    (0.0409)&    (0.0415)&    (0.0320)&    (0.0823)&     (0.150)&     (0.132)&    (0.0207)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.045&       0.044&       0.054&       0.057&       0.014&       0.008&       0.095&       0.067&            \\
H1 p-value      &       0.059&       0.976&       0.014&       0.812&       0.922&       0.320&       0.233&       0.623&       0.957\\
KZ p-value      &       0.000&       0.545&       0.217&       0.016&       0.001&       0.069&       0.077&       0.864&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
